Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.94%
November 30, 2023 99.91%
October 31, 2023 99.91%
September 30, 2023 99.91%
August 31, 2023 99.91%
July 31, 2023 99.91%
June 30, 2023 99.91%
May 31, 2023 99.91%
April 30, 2023 99.91%
March 31, 2023 99.91%
February 28, 2023 99.77%
January 31, 2023 99.18%
December 31, 2022 98.98%
November 30, 2022 98.72%
October 31, 2022 98.72%
September 30, 2022 98.72%
August 31, 2022 98.72%
July 31, 2022 98.72%
June 30, 2022 98.72%
May 31, 2022 98.72%
April 30, 2022 98.72%
Date Value
March 31, 2022 98.01%
February 28, 2022 98.01%
January 31, 2022 98.01%
December 31, 2021 98.01%
November 30, 2021 98.01%
October 31, 2021 98.01%
September 30, 2021 98.01%
August 31, 2021 98.01%
July 31, 2021 97.78%
June 30, 2021 97.78%
May 31, 2021 97.78%
April 30, 2021 97.78%
March 31, 2021 97.78%
February 28, 2021 97.78%
January 31, 2021 97.78%
December 31, 2020 97.78%
November 30, 2020 97.78%
October 31, 2020 97.78%
September 30, 2020 97.78%
August 31, 2020 97.78%
July 31, 2020 97.78%
June 30, 2020 97.78%
May 31, 2020 97.78%
April 30, 2020 97.78%
March 31, 2020 97.78%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

94.44%
Minimum
May 2019
99.97%
Maximum
Jan 2024
98.08%
Average
98.01%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks